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~institution:"ESCP-EAP European School of Management"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Schätzung"
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Search: subject:"Optionspreistheorie"
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Schätzung
Option pricing theory
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Optionspreistheorie
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Estimation
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USA
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United States
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1997-2002
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Aktienoption
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Black-Scholes model
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Black-Scholes-Modell
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Derivat
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Deutschland
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IV-Schätzung
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Index futures
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Index-Futures
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Merk, Andreas
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Neely, Christopher J.
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ESCP-EAP European School of Management
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of Cleveland
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Verlag Dr. Kovač
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Eric Cuvillier <Firma>
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Forschungsstelle für Internationales Management
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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Goethe-Universität Frankfurt am Main
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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École des Hautes Études Commerciales <Lausanne>
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ECONIS (ZBW)
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells
Pape, Ulrich
;
Merk, Andreas
-
2003
Persistent link: https://www.econbiz.de/10001901772
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